Observer class for Model Builders. More...

#include <qle/models/marketobserver.hpp>

Inheritance diagram for MarketObserver:

Collaboration diagram for MarketObserver:

Public Member Functions
	MarketObserver ()

void	addObservable (QuantLib::ext::shared_ptr< Observable > observable)
	Add an observable. More...

void	update () override
	Observer interface. More...

bool	hasUpdated (const bool reset)
	Returns true if has been updated, reset updated flag if required. More...

Private Attributes
bool	updated_
	Flag to indicate if updated. More...

Detailed Description

Observer class for Model Builders.

This class holds all observables of a builder, except special ones like vol surfaces that should be handled separately in the builders to determine whether a recalibration of the model is required.

Definition at line 39 of file marketobserver.hpp.

Constructor & Destructor Documentation

◆ MarketObserver()

MarketObserver ( )

Definition at line 41 of file marketobserver.hpp.

41: updated_(true){};

QuantExt::MarketObserver::updated_

bool updated_

Flag to indicate if updated.

Definition: marketobserver.hpp:52

Member Function Documentation

◆ addObservable()

void addObservable ( QuantLib::ext::shared_ptr< Observable > observable )

Add an observable.

Definition at line 57 of file marketobserver.hpp.

                                                                                      {
    registerWith(observable);
    updated_ = true;
}

◆ update()

void update ( )

override

Observer interface.

Definition at line 62 of file marketobserver.hpp.

                                   {
    updated_ = true;
    notifyObservers();
};

◆ hasUpdated()

bool hasUpdated ( const bool reset )

Returns true if has been updated, reset updated flag if required.

Definition at line 67 of file marketobserver.hpp.

                                                       {
    if (!reset)
        return updated_;
    else {
        bool upd = updated_;
        updated_ = false;
        return upd;
    }
}

Member Data Documentation

◆ updated_